+74.2%
CTAS vs QS
-28.5%
+102.8%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -7.8% | +8.0% | +0.2% |
| 7D | +0.5% | -5.6% | +6.1% | +0.5% |
| 30D | +10.2% | -5.8% | +16.1% | +10.3% |
| 3M | +12.1% | -39.2% | +51.3% | +12.4% |
| 6M | +38.3% | -53.9% | +92.2% | +39.0% |
| YTD | +21.9% | -62.8% | +84.7% | +22.7% |
| 1Y | +24.0% | -73.5% | +97.5% | +25.5% |
| All | +74.2% | -28.5% | +102.8% | +71.3% |
Cumulative growth
Daily Returns
Daily percentage return beside QS.
Daily Out/Under-Performance
Portfolio return minus QS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded QS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling